lineartestr (version 1.0.0)

wald_test: Wald test. Tests restrictions*coefficients = value.

Description

Wald test. Tests restrictions*coefficients = value.

Usage

wald_test(
  model,
  restrictions,
  value,
  robust = FALSE,
  vcov = NULL,
  quantiles = c(0.9, 0.95, 0.99)
)

Arguments

model

Model compatible with `fitted` and `residuals` functions.

restrictions

Matrix of size (number of restrictions) times length(coefficients), for free restrictions use zeros.

value

Values of restrictions.

robust

Use robust `varcov` matrix.

vcov

Particular variance and covariances matrix.

quantiles

Vector of quantiles to calculate pvalues.

Value

A `tibbble` with the Wald value, the corresponding pvalue and the quantiles of the distribution.

Examples

# NOT RUN {
x <- 1:10
z <- x**2
y <- 1:10
model <- lm(y~x+z)
restrictions <- diag(3)
value <-  as.matrix(c(0, 0, 0))
w_test <- wald_test(model, restrictions, value)
w_test <- wald_test(model, restrictions, value, robust = TRUE)
w_test <- wald_test(model, restrictions, value, quantiles = c(.97))
# }